Master 2 Ind. Ing. du risque : finance et assurance (FA)

Topic outline

• General

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    Annonces des enseignants Forum

• Slides
  • 

    Introduction of the course File

    116.1 KB PDF document
  • 

    Chapter 1: Modern Portfolio Theory File

    259.8 KB PDF document
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    Chapter 2: Value-at-Risk, Expected Shortfall and other coherent risk measures File

    619.5 KB PDF document
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    Chapter 3: Some applications of risk measures, Capital allocation and Risk budgeting problems File

    245.2 KB PDF document

• Tutorials and Exams
  • 

    List of exercices File

    264.8 KB PDF document
  • 

    Exam 23-24 File

    170.0 KB PDF document
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    Exam 22-23 File

    148.0 KB PDF document